DZ Bank Call 20 TPE 20.12.2024
/ DE000DJ31TC1
DZ Bank Call 20 TPE 20.12.2024/ DE000DJ31TC1 /
| 2024-05-31 9:35:19 PM |
Chg.-0.070 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.830EUR |
-7.78% |
-
Bid Size: - |
-
Ask Size: - |
PVA TEPLA AG O.N. |
20.00 EUR |
2024-12-20 |
Call |
Master data
| WKN: |
DJ31TC |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
PVA TEPLA AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-07-12 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
15.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.62 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.29 |
| Historic volatility: |
0.37 |
| Parity: |
-1.46 |
| Time value: |
1.17 |
| Break-even: |
21.17 |
| Moneyness: |
0.93 |
| Premium: |
0.14 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.30 |
| Spread %: |
34.48% |
| Delta: |
0.44 |
| Theta: |
0.00 |
| Omega: |
7.00 |
| Rho: |
0.04 |
Quote data
| Open: |
0.900 |
| High: |
0.920 |
| Low: |
0.830 |
| Previous Close: |
0.900 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.43% |
| 1 Month |
|
|
-11.70% |
| 3 Months |
|
|
-51.18% |
| YTD |
|
|
-51.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.970 |
0.830 |
| 1M High / 1M Low: |
1.200 |
0.830 |
| 6M High / 6M Low: |
1.810 |
0.770 |
| High (YTD): |
2024-02-16 |
1.810 |
| Low (YTD): |
2024-04-12 |
0.770 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.910 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.018 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.363 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.79% |
| Volatility 6M: |
|
92.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
